+53.4%
VT vs CHD
+30.9%
+22.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | -2.3% | +2.0% | -4.3% | -2.5% |
| 30D | -5.0% | +13.0% | -18.0% | -6.2% |
| 3M | -4.9% | +6.1% | -11.0% | -5.5% |
| 6M | -1.5% | +15.9% | -17.4% | -3.3% |
| YTD | +8.5% | +31.6% | -23.1% | +4.6% |
| 1Y | +11.4% | +28.5% | -17.1% | +7.7% |
| 3Y | +70.1% | +30.5% | +39.6% | +61.1% |
| All | +53.4% | +30.9% | +22.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling